+693.6%
LMT vs ALM
+3,551.9%
-2,858.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.1% | -1.4% |
| 7D | +5.1% | +1.2% | +3.9% | +5.1% |
| 30D | +14.1% | -19.3% | +33.5% | +14.2% |
| 3M | +0.3% | -40.6% | +40.9% | +0.4% |
| 6M | +16.1% | -57.9% | +74.0% | +16.3% |
| YTD | +25.5% | -6.7% | +32.2% | +25.4% |
| 1Y | +34.1% | +20.2% | +14.0% | +34.0% |
| 3Y | +45.1% | +879.4% | -834.4% | +44.0% |
| 5Y | +100.9% | +415.3% | -314.3% | +99.6% |
| 10Y | +199.4% | +2,100.8% | -1,901.4% | +195.7% |
| All | +693.6% | +3,551.9% | -2,858.3% | +670.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling